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Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Machine Learning · Statistics 2025-12-11 Zhidi Lin , Ying Li , Feng Yin , Juan Maroñas , Alexandre H. Thiéry

This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Marcel Menner , Karl Berntorp

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Autonomous systems often operate in environments where the behavior of multiple agents is coordinated by a shared global state. Reliable estimation of the global state is thus critical for successfully operating in a multi-agent setting. We…

Robotics · Computer Science 2021-08-03 Shane Parr , Ishan Khatri , Justin Svegliato , Shlomo Zilberstein

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Latent force models are a class of hybrid models for dynamic systems, combining simple mechanistic models with flexible Gaussian process (GP) perturbations. An extension of this framework to include multiplicative interactions between the…

Machine Learning · Statistics 2019-01-01 Daniel J. Tait , Bruce J. Worton

Autonomous vehicles are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, thus posing a great…

Robotics · Computer Science 2019-10-24 Yaohui Guo , Vinay Varma Kalidindi , Mansur Arief , Wenshuo Wang , Jiacheng Zhu , Huei Peng , Ding Zhao

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Trajectory optimization of a controlled dynamical system is an essential part of autonomy, however many trajectory optimization techniques are limited by the fidelity of the underlying parametric model. In the field of robotics, a lack of…

Systems and Control · Computer Science 2017-02-17 Manan Gandhi , Yunpeng Pan , Evangelos Theodorou

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Machine Learning · Computer Science 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Despite the availability of ever more data enabled through modern sensor and computer technology, it still remains an open problem to learn dynamical systems in a sample-efficient way. We propose active learning strategies that leverage…

Machine Learning · Computer Science 2020-12-08 Mona Buisson-Fenet , Friedrich Solowjow , Sebastian Trimpe

We present parameter learning in a Gaussian variational inference setting using only noisy measurements (i.e., no groundtruth). This is demonstrated in the context of vehicle trajectory estimation, although the method we propose is general.…

Robotics · Computer Science 2020-07-13 Jeremy N. Wong , David J. Yoon , Angela P. Schoellig , Timothy D. Barfoot

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance…

Machine Learning · Computer Science 2019-07-09 Yuxin Zhao , Feng Yin , Fredrik Gunnarsson , Fredrik Hultkrantz

Collision prediction in a dynamic and unknown environment relies on knowledge of how the environment is changing. Many collision prediction methods rely on deterministic knowledge of how obstacles are moving in the environment. However,…

Robotics · Computer Science 2019-04-08 Andrew Patterson , Arun Lakshmanan , Naira Hovakimyan

Understanding driver interactions is critical to designing autonomous vehicles to interoperate safely with human-driven cars. We consider the impact of these interactions on the policies drivers employ when navigating unsigned intersections…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Rachel DiPirro , Rosalyn Devonport , Dan Calderone , Chishang "Mario'' Yang , Wendy Ju , Meeko Oishi

A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…

Robotics · Computer Science 2019-08-08 Emmanuel Pignat , Sylvain Calinon

Switching physical systems are ubiquitous in modern control applications, for instance, locomotion behavior of robots and animals, power converters with switches and diodes. The dynamics and switching conditions are often hard to obtain or…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Thomas Beckers , Tom Z. Jiahao , George J. Pappas
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